+77.4%
LNG vs BTG
+94.8%
-17.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -4.7% | -3.8% | -0.9% | -4.7% |
| 30D | +3.8% | +3.6% | +0.2% | +3.8% |
| 3M | +16.2% | +32.0% | -15.9% | +16.4% |
| 6M | +11.7% | +3.4% | +8.3% | +12.8% |
| YTD | +44.2% | +20.8% | +23.4% | +43.4% |
| 1Y | +18.6% | +22.4% | -3.8% | +17.2% |
| 3Y | +77.4% | +91.7% | -14.3% | +64.5% |
| All | +77.4% | +94.8% | -17.4% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling